+29.7%
RCL vs LOW
+1.3%
+28.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.6% | +1.0% | -0.4% | 0.0% |
| 30D | +19.4% | +25.6% | -6.2% | +3.3% |
| 3M | +9.8% | +5.3% | +4.4% | +6.8% |
| 6M | +28.6% | +3.7% | +24.9% | +26.1% |
| YTD | +22.2% | -1.9% | +24.0% | +20.4% |
| 1Y | +29.7% | +0.6% | +29.1% | +24.7% |
| All | +29.7% | +1.3% | +28.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling